+24.3%
XLP vs HSY
+10.7%
+13.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.9% |
| 7D | +5.9% | +6.6% | -0.7% | +3.5% |
| 30D | +13.5% | +8.4% | +5.1% | +10.3% |
| 3M | +8.4% | -1.8% | +10.2% | +8.9% |
| 6M | +11.5% | -2.6% | +14.2% | +12.1% |
| YTD | +20.6% | -2.0% | +22.6% | +21.0% |
| 1Y | +24.3% | +8.3% | +16.0% | +21.6% |
| All | +24.3% | +10.7% | +13.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling